Example usage for org.apache.commons.math.distribution ContinuousDistribution inverseCumulativeProbability

Introduction

In this page you can find the example usage for org.apache.commons.math.distribution ContinuousDistribution inverseCumulativeProbability.

Prototype

double inverseCumulativeProbability(double p) throws MathException;

Source Link

Document

For this distribution, X, this method returns x such that P(X < x) = p.

Usage

From source file:org.renjin.Distributions.java

/**
 * Calculates the value of the inverse cumulative probability function according to standard R arguments.
 *
 * @param dist the continuous distribution
 * @param p the probability//  w  w w. j  a v a2 s.  c om
 * @param lowerTail
 * @param logP if true, interpret {@code p} as the natural logarithm of the probability
 * @return the value fo
 */
private static double q(ContinuousDistribution dist, double p, boolean lowerTail, boolean logP) {
    if (logP) {
        p = Math.exp(p);
    }
    double q = 0;
    try {
        q = dist.inverseCumulativeProbability(p);
    } catch (IllegalArgumentException e) {
        return Double.NaN;
    } catch (MathException e) {
        return Double.NaN;
    } catch (MathRuntimeException e) {
        return Double.NaN;
    }
    if (!lowerTail) {
        q = -q;
    }
    return q;
}

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